Well, MSM is my go-to supplement. It's cheap ($6 for 45 days), and extremely effective for most horses. If it works on your horse, it usually works very well. My mare has a ton of arthritis and gets stocked up. On MSM, no stocking up. Off MSM, she starts stocking up again.
My friend's mare has arthritis as well, and off MSM she's creaky and stiff. On MSM, she acts like a 5yr old.
Make sure you feed 10,000mg per serving. Some supplements don't have enough MSM. The human dose is 1,000.
You really can't overdose on MSM so don't worry about that. Even humans can't really overdose on it.
I haven't had good luck with Adequan (HA) or Glucosamine, or Chondroitin with my own mare. Just MSM. :)
My friend's gelding does great on Cosequin. You can tell when he's not on it. He's 24yrs old and still hopping pasture fences.
I'd like to try Hylan, as I've heard it's pretty good.
The supplements from smartpakequine.com are all good quality. If you buy anywhere else you'd best do some research to make sure you're getting the right dosage and source of the chemicals/nutrients in the supplements.